IntradaySignalStrategy

class sigtech.framework.signal.signal_strategy.IntradaySignalStrategy

Baseclasses: SignalStrategy

IntradaySignalStrategy is a wrapper around SignalStrategy to allow easier building of strategies using intraday signals.

Keyword arguments and strategy functionality are identical to SignalStrategy but with the following defaults set:

• use_signal_for_rebalance_dates=True: Ensures the strategy rebalances each time the signal has a value.

• t0_execution=True: Ensures there is no lag between receiving the signal and triggering execution.

• execution_delay=pd.Timedelta(minutes=5): Sets a default execution delay of 5 minutes.

execution_delay: Optional[Union[timedelta, Timedelta, str]]

t0_execution: Optional[bool]

use_signal_for_rebalance_dates: Optional[bool]